the API docs won't help you there, you'll need to read a decent book about Java instead.
Chapter 1 of the langauge specification for example has the answer you need (though it doesn't go into minute detail, but neither does your question).
You can download it as a PDF or set of HTML documents from Sun, read it online on their website, or buy it as a book.

If however you don't take care of the exceptional conditions you're liable to be bitten by them.
Think of using finalize to close database resources and files. Sounds perfectly logical, but is extremely dangerous.